+176.9%
SYF vs TSLQ
-97.2%
+274.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.8% | -2.1% |
| 7D | -5.5% | +5.7% | -11.2% | -4.7% |
| 30D | -3.9% | -21.1% | +17.2% | -6.5% |
| 3M | +8.9% | -11.5% | +20.4% | +9.5% |
| 6M | +16.2% | -14.9% | +31.1% | +17.8% |
| YTD | -8.4% | +2.4% | -10.9% | -3.9% |
| 1Y | +2.6% | -49.8% | +52.4% | -1.6% |
| 3Y | +156.4% | -95.8% | +252.2% | +111.0% |
| All | +176.9% | -97.2% | +274.1% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling